This invention generally relates to stream processing for LU decomposition. More specifically, embodiments of the invention relate to stream processing for LU decomposition in a hardware circuit.
Decomposing a matrix to several components appears in many calculations, from highly scientific applications to everyday financial transactions to a simple search. For instance, it has been estimated that 70% of the processing in server farms involves solving a linear system, which one of its common solutions is to decompose a matrix into lower and upper triangular parts, namely LU decomposition. Investigations show that in this example, more than 95% of the processing time is the LU decomposition. Therefore, accelerating LU decomposition will decrease the processing time and increase performance.